 Von Neumann stability analysis

Von Neumann analysis inserts the Fourier mode $u_m^n=G^n{e}^{im\theta }$ into a constant-coefficient difference scheme. A one-step method is stable in the discrete $2$-norm when its amplification factor satisfies $|G(\theta )|\le 1$ for every resolvable wavenumber.

Von Neumann stability analysis is a mathematical technique used to assess the stability of numerical algorithms, particularly those applied to partial differential equations (PDEs). It focuses on the behavior of numerical solutions to PDEs as they evolve in time, particularly in the context of finite difference methods. The main idea behind Von Neumann stability analysis is to analyze how small perturbations or errors in the numerical solution propagate over time.